Paul Wilmott

Biography

Paul Wilmott is a mathematician, author and financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions.

Paul studied mathematics at St Catherine’s College, Oxford, where he also received his D.Phil. He founded the Diploma in Mathematical Finance at Oxford University and the journal Applied Mathematical Finance. He is the author of Paul Wilmott Introduces Quantitative Finance (Wiley 2007), Paul Wilmott On Quantitative Finance (Wiley 2006), Frequently Asked Questions in Quantitative Finance (Wiley 2009) and other financial textbooks. He has written over 100 research articles on finance and mathematics.

Paul Wilmott was a founding partner of the volatility arbitrage hedge fund Caissa Capital which managed $170million. His responsibilities included forecasting, derivatives pricing, and risk management.

Paul Wilmott was a professional juggler with the Dab Hands troupe, and has been an undercover investigator for Channel 4. He also has three half blues from Oxford University for Ballroom Dancing. He was the first man in the UK to get an online divorce.

A model for the value of a business, some optimisation problems in its operating procedures and the valuation of its debt. (With M.Z.Apabhai, N.I.Georgikopoulos, D.Hasnip, R.K.D.Jamie and M.Kim.) IMA J. Appl. Math. 60 1—13 (1998).

The value of market research when a firm is learning: option pricing and optimal filtering. (With D.Epstein, N.Mayor, P.Schonbucher and A.E.Whalley.) In Real Options and Business Strategy (Ed. L.Trigeorgis) Risk Publications (2000)

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Wilmott magazine is published six times a year and serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the interests of a demanding readership. Continued...
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